Quant Developer

Role: Quant Developer Location: LondonLength: 6 monthsPAYE onlyOverall purpose of the role:We''ve rebuilt our core quantitative engine from the ground up into a high-performance, next-generation library. Most of the calculations are migrated, but we need your help to cross the finish line.If you are a sharp C++ Developer who loves clean architecture, algorithmic precision, and high-performance code, we want you on the team.Key Accountabilities:Bridge the Gap: Migrate the residual logic from our legacy library into the new, high-performance C++ engine.Build for Tomorrow: Ensure the new code isn''t just a copy-it must be clean, adaptable, and optimized for future enhancements.Protect Precision: Reconcile mathematical formulas to guarantee numerical outcomes are perfectly consistent (or better) than the original library.Scale Up: Partner with IT colleagues to test performance, scalability, and seamless delivery into production.Key Skills:Core C++: Strong experience with C++ ( C+). Large Codebases: Comfortable working in large, shared environments with a robust team of developers.The Ecosystem: Familiarity with Python (used for testing and validation), Git for source control, and CodeView.The Math: Ability to understand and reconcile complex mathematical formulas and financial algorithms.The Domain: Solid background in Fixed Income (Rates, Bonds, Credit, Inflation, XVA, Derivatives, or Cash Flows).About BarclaysBarclays is a British universal bank. It is diversified by business, ..... full job details .....